You can do either. If buying feeders, just get large nymphs or be sure to get a male and females. Males are the only ones who have wings, and adult females have the tiny vestigial wing nubs. Starter colonies will usually have adult females and a few males along with some nymphs.
They do like the warmth! They won't breed/breed very very slowly at temps under 80. So anywhere warm and dark will be perfect.
They also don't have a smell like crickets, and even the Blaberus roaches (Discoidalis and Fusca) have a slight smell themselves, but Blaptica Dubia does not.